Explain about the paper (e.g., what is causal mediation, direct, indirect effect, which Theorem derived for this research, nuisance parameters, post-lasso regression?

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Explain about the paper (e.g., what is causal mediation, direct, indirect effect, which Theorem derived for this research, nuisance parameters, post-lasso regression?, etc.. please see application part of the paper) I’m attaching.

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